BNP Paribas Call 160 ILU 19.12.2025
/ DE000PC1H8U1
BNP Paribas Call 160 ILU 19.12.20.../ DE000PC1H8U1 /
| 18/06/2024 21:50:22 |
Chg.+0.010 |
Bid21:58:06 |
Ask18/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
160.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PC1H8U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
-4.51 |
| Time value: |
1.36 |
| Break-even: |
173.60 |
| Moneyness: |
0.72 |
| Premium: |
0.51 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
3.41 |
| Rho: |
0.47 |
Quote data
| Open: |
1.340 |
| High: |
1.360 |
| Low: |
1.320 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.75% |
| 3 Months |
|
|
-32.16% |
| YTD |
|
|
-61.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.350 |
1.340 |
| 6M High / 6M Low: |
3.710 |
1.060 |
| High (YTD): |
30/01/2024 |
3.710 |
| Low (YTD): |
30/05/2024 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
106.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
